Chaoubi, Ihsan; Cossette, Hélène; Marceau, Etienne; Robert, Christian Y. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (English) Zbl 1510.62225 Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021; Zbl 1510.62225) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y. Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. (English) Zbl 1480.60140 Methodol. Comput. Appl. Probab. 21, No. 2, 461-490 (2019). MSC: 60G70 62H05 65C05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 461--490 (2019; Zbl 1480.60140) Full Text: DOI arXiv
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. (English) Zbl 1419.62120 J. Multivariate Anal. 172, 59-83 (2019). MSC: 62H05 62H30 60E05 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 172, 59--83 (2019; Zbl 1419.62120) Full Text: DOI
Lescourret, Laurence; Robert, Christian Y. Extreme dependence of multivariate catastrophic losses. (English) Zbl 1151.91058 Scand. Actuar. J. 2006, No. 4, 203-225 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{L. Lescourret} and \textit{C. Y. Robert}, Scand. Actuar. J. 2006, No. 4, 203--225 (2006; Zbl 1151.91058) Full Text: DOI